| The fundamental theorem of asset pricing for unbounded stochastic processes F Delbaen, W Schachermayer | 880 | 1999 |
| Nonlinear expectations, nonlinear evaluations and risk measures K Back, TR Bielecki, C Hipp, S Peng, W Schachermayer, S Peng Stochastic Methods in Finance: Lectures given at the CIME-EMS Summer School …, 2004 | 400 | 2004 |
| Utility maximization in incomplete markets with random endowment J Cvitanić, W Schachermayer, H Wang Finance and Stochastics 5 (2), 259-272, 2001 | 287 | 2001 |
| Necessary and sufficient conditions in the problem of optimal investment in incomplete markets D Kramkov, W Schachermayer The Annals of Applied Probability 13 (4), 1504-1516, 2003 | 272 | 2003 |
| Optimal risk sharing for law invariant monetary utility functions E Jouini, W Schachermayer, N Touzi Mathematical Finance: An International Journal of Mathematics, Statistics …, 2008 | 239 | 2008 |
| On weak compactness in 𝐿¹ (𝜇, 𝑋) J Diestel, WM Ruess, W Schachermayer Proceedings of the American Mathematical Society 118 (2), 447-453, 1993 | 229 | 1993 |
| The no-arbitrage property under a change of numéraire FY Delbaen, W Schachermayer Stochastics and Stochastic Reports 53 (3-4), 213-226, 1995 | 194 | 1995 |
| A model‐free version of the fundamental theorem of asset pricing and the super‐replication theorem B Acciaio, M Beiglböck, F Penkner, W Schachermayer Mathematical Finance 26 (2), 233-251, 2016 | 193 | 2016 |
| Representation of the penalty term of dynamic concave utilities F Delbaen, S Peng, E Rosazza Gianin Finance and Stochastics 14, 449-472, 2010 | 180 | 2010 |
| Some topological and geometrical structures in Banach spaces N Ghoussoub American Mathematical Soc., 1987 | 166 | 1987 |
| Arbitrage possibilities in Bessel processes and their relations to local martingales F Delbaen, W Schachermayer Probability Theory and Related Fields 102, 357-366, 1995 | 157 | 1995 |
| Consistent price systems and face-lifting pricing under transaction costs P Guasoni, M Rásonyi, W Schachermayer | 155 | 2008 |
| Representation results for law invariant time consistent functions M Kupper, W Schachermayer Mathematics and Financial Economics 2 (3), 189-210, 2009 | 154 | 2009 |
| Asymptotic ruin probabilities and optimal investment J Gaier, P Grandits, W Schachermayer The Annals of Applied Probability 13 (3), 1054-1076, 2003 | 153 | 2003 |
| Weighted norm inequalities and hedging in incomplete markets F Delbaen, P Monat, W Schachermayer, M Schweizer, C Stricker Finance and Stochastics 1 (3), 181-227, 1997 | 153 | 1997 |
| On utility‐based pricing of contingent claims in incomplete markets J Hugonnier, D Kramkov, W Schachermayer Mathematical Finance: An International Journal of Mathematics, Statistics …, 2005 | 140 | 2005 |
| How close are the option pricing formulas of Bachelier and Black–Merton–Scholes? W Schachermayer, J Teichmann Mathematical Finance: an international journal of mathematics, statistics …, 2008 | 137 | 2008 |
| The fundamental theorem of asset pricing for continuous processes under small transaction costs P Guasoni, M Rásonyi, W Schachermayer Annals of Finance 6 (2), 157-191, 2010 | 135 | 2010 |
| A bipolar theorem for W Brannath, W Schachermayer Séminaire de Probabilités XXXIII, 349-354, 1999 | 133* | 1999 |
| On some classical measure-theoretic theorems for non-sigma-complete Boolean algebras W Schachermayer Instytut Matematyczny Polskiej Akademi Nauk (Warszawa), 1982 | 124 | 1982 |
